Irreducibility and structural cointegrating relations : an application to the G-7 long-term interest rates
Year of publication: |
2001
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Authors: | Barassi, Marco R. ; Caporale, Guglielmo Maria ; Hall, Stephen G. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 6.2001, 2, p. 127-138
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Subject: | Zins | Interest rate | G7-Staaten | G7 countries | Kausalanalyse | Causality analysis | Theorie | Theory |
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